Conformal normal curvature and assessment of local influence

Authors: Poon, W.-Y.1; Poon, Y. S.2

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 61, Number 1, 1999 , pp. 51-61(11)

Publisher: Wiley-Blackwell

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Abstract:

In 1986, R. D. Cook proposed differential geometry to assess local influence of minor perturbations of statistical models. We construct a conformally invariant curvature, the conformal normal curvature, for the same purpose. This curvature provides a measure of local influence ranging from 0 to 1, with objective bench-marks to judge largeness. We study various approaches to using the conformal normal curvature and the relationships between these approaches.

Keywords: Aggregate contribution; Conformal normal curvature; Influence graph; Linear regression; Normal curvature

Document Type: Original Article

DOI: http://dx.doi.org/10.1111/1467-9868.00162

Affiliations: 1: Chinese University of Hong Kong, Hong Kong, 2: University of California, Riverside, USA

Publication date: January 1, 1999

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